I also drive a 2003 Golf TDI with the 1.9 engine. Changed the turbo, injectors and Dieselpump. All that with a software upgrade gets you ~ 180 HP (motor) and I limited the torque to 280ft.lbs. It's my daily driver so I don't want to stress the components too much but I have friends that are around 230 HP motor.
Best is, no smog check, exempt <img src="/forums/images/graemlins/smile.gif" alt="" />

92 Xcab V6 4x4 SR5 5sp., Detroit locker rear, lim. slip front, Warn hubs, H4's, electr. fan, eng. oil cooler, 1 lift, open cat.